Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.94% | 85.08 % | 85.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,144 EUR | 214,144 EUR | 99.92% | 99.92% |
19/11/2024 | 0.95% | 84.48 % | 85.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,200 EUR | 211,200 EUR | 99.88% | 99.88% |
18/11/2024 | 0.96% | 83.18 % | 83.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,544 EUR | 208,544 EUR | 99.99% | 99.99% |
15/11/2024 | 0.97% | 82.01 % | 82.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,916 EUR | 206,916 EUR | 99.99% | 99.99% |
14/11/2024 | 0.96% | 82.75 % | 83.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,795 EUR | 209,795 EUR | 99.98% | 99.98% |
13/11/2024 | 0.94% | 83.88 % | 84.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,910 EUR | 213,910 EUR | 99.83% | 99.83% |
12/11/2024 | 0.93% | 84.71 % | 85.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,003 EUR | 217,003 EUR | 100.00% | 100.00% |
11/11/2024 | 0.91% | 86.47 % | 87.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,157 EUR | 220,157 EUR | 100.00% | 100.00% |
08/11/2024 | 0.92% | 86.83 % | 87.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,277 EUR | 219,277 EUR | 99.98% | 99.98% |
07/11/2024 | 0.93% | 86.65 % | 87.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,888 EUR | 216,888 EUR | 99.99% | 99.99% |